Posterior contraction in sparse Bayesian factor models for massive covariance matrices
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Publication:2510828
DOI10.1214/14-AOS1215zbMath1305.62124arXiv1206.3627OpenAlexW3103757612MaRDI QIDQ2510828
Debdeep Pati, David B. Dunson, Anirban Bhattacharya, Natesh S. Pillai
Publication date: 4 August 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.3627
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)
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